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* {{cite book |first=Athanasios |last=Papoulis |title=Probability, Random Variables, and Stochastic Processes |year=1991 |edition=third |publisher=McGraw-Hill |isbn=0-07-100870-5}}
* {{cite book |first=Athanasios |last=Papoulis |title=Probability, Random Variables, and Stochastic Processes |year=1991 |edition=third |publisher=McGraw-Hill |isbn=0-07-100870-5}}
* Kainam Thomas Wong [http://www.eie.polyu.edu.hk/~enktwong/]: Statistical Signal Processing lecture notes at the University of Waterloo, Canada.
* Kainam Thomas Wong [http://www.eie.polyu.edu.hk/~enktwong/]: Statistical Signal Processing lecture notes at the University of Waterloo, Canada.
* [[Ali H. Sayed]], Adaptive Filters, Wiley, NJ, 2008, {{isbn|978-0-470-25388-5}}.
* Ali H. Sayed, Adaptive Filters, Wiley, NJ, 2008, ISBN:978-0-470-25388-5.
* [[Thomas Kailath]], [[Ali H. Sayed]], and [[Babak Hassibi]], Linear Estimation, Prentice-Hall, NJ, 2000, {{isbn|978-0-13-022464-4}}.
* Thomas Kailath, Ali H. Sayed, and Babak Hassibi, Linear Estimation, Prentice-Hall, NJ, 2000, ISBN:78-0-13-022464-4.
==相关链接==
==相关链接==